+410.5%
AG vs ULTA
+1,560.4%
-1,149.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.2% |
| 30D | +12.5% | -1.2% | +13.7% | +12.6% |
| 3M | +28.2% | +13.4% | +14.8% | +25.2% |
| 6M | -18.8% | -15.6% | -3.2% | -16.8% |
| YTD | +27.4% | -10.4% | +37.8% | +29.2% |
| 1Y | +132.2% | +5.5% | +126.7% | +129.1% |
| 3Y | +286.9% | +31.0% | +255.9% | +261.1% |
| 5Y | +72.8% | +41.8% | +31.0% | +57.8% |
| 10Y | +74.6% | +127.0% | -52.4% | +37.8% |
| All | +410.5% | +1,560.4% | -1,149.8% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling